+167.2%
XLE vs TXT
+112.2%
+55.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +1.0% |
| 7D | -12.0% | -2.5% | -9.5% | -11.0% |
| 30D | -2.7% | +14.4% | -17.1% | -9.6% |
| 3M | +6.6% | -4.9% | +11.5% | +8.3% |
| 6M | +9.5% | -10.2% | +19.7% | +13.4% |
| YTD | +40.6% | -4.1% | +44.7% | +38.9% |
| 1Y | +43.6% | +4.0% | +39.6% | +35.8% |
| 3Y | +58.1% | +8.0% | +50.1% | +42.3% |
| 5Y | +152.2% | +8.4% | +143.8% | +119.3% |
| All | +167.2% | +112.2% | +55.0% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling